Plutus VaR

Why should AI companies be the only ones to benefit from hardware improvement?

Introducing Plutus: VaR

Upgrade your value at risk analysis from neutral to outperform
Built for GPUs. Get your VaR in minutes.

Advantages of Plutus:VaR

• Lightning fast, high accuracy Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR)

• Monte Carlo pricing of American options on GPUs for maximum speed/accuracy

• Automatic scaling to any number of GPUs

• 1 million Monte Carlo simulations in ~20 seconds

Features

Value at Risk for 95%, 97.5%, and 99% confidence levels

• Monte Carlo VaR

• Historical 1 Year Simulation VaR

• Historical 2 Year Simulation VaR

• Historical 3 Year Simulation VaR

• View marginal VaR by asset